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  Extended recurrence plot and quantification for noisy continuous dynamical systems

Wendi, D., & Marwan, N. (2018). Extended recurrence plot and quantification for noisy continuous dynamical systems. Chaos, 28(8):. doi:10.1063/1.5025485.

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資料種別: 学術論文

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8292.pdf (出版社版), 3MB
 
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 作成者:
Wendi, D.1, 著者
Marwan, Norbert2, 著者              
所属:
1External Organizations, ou_persistent22              
2Potsdam Institute for Climate Impact Research, ou_persistent13              

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 要旨: One main challenge in constructing a reliable recurrence plot (RP) and, hence, its quantification [recurrence quantification analysis (RQA)] of a continuous dynamical system is the induced noise that is commonly found in observation time series. This induced noise is known to cause disrupted and deviated diagonal lines despite the known deterministic features and, hence, biases the diagonal line based RQA measures and can lead to misleading conclusions. Although discontinuous lines can be further connected by increasing the recurrence threshold, such an approach triggers thick lines in the plot. However, thick lines also influence the RQA measures by artificially increasing the number of diagonals and the length of vertical lines [e.g., Determinism (DET) and Laminarity (LAM) become artificially higher]. To take on this challenge, an extended RQA approach for accounting disrupted and deviated diagonal lines is proposed. The approach uses the concept of a sliding diagonal window with minimal window size that tolerates the mentioned deviated lines and also considers a specified minimal lag between points as connected. This is meant to derive a similar determinism indicator for noisy signal where conventional RQA fails to capture. Additionally, an extended local minima approach to construct RP is also proposed to further reduce artificial block structures and vertical lines that potentially increase the associated RQA like LAM. The methodology and applicability of the extended local minima approach and DET equivalent measure are presented and discussed, respectively. One main challenge in constructing a reliable recurrence plot (RP) and, hence, its quantification (RQA) of a continuous dynamical system is the induced noise that is commonly found in observation time series. This induced noise is known to cause disrupted and deviated diagonal lines despite the known deterministic features and, hence, biases the diagonal line based RQA. Therefore, an extended RQA approach using the sliding diagonal window for accounting disrupted and deviated diagonal lines is proposed. In addition, an extended local minima RP is also introduced to prevent RP’s artifacts of noise induced signals caused by block structures and thick lines

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 日付: 2018
 出版の状態: Finally published
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 識別子(DOI, ISBNなど): DOI: 10.1063/1.5025485
PIKDOMAIN: Transdisciplinary Concepts & Methods - Research Domain IV
eDoc: 8292
Research topic keyword: Nonlinear Dynamics
Model / method: Nonlinear Data Analysis
Organisational keyword: RD4 - Complexity Science
Working Group: Development of advanced time series analysis techniques
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出版物 1

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出版物名: Chaos
種別: 学術雑誌, SCI, Scopus, p3
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ページ: - 巻号: 28 (8) 通巻号: 085722 開始・終了ページ: - 識別子(ISBN, ISSN, DOIなど): CoNE: https://publications.pik-potsdam.de/cone/journals/resource/180808